[exim] Compliance of firewalled outbound mail host

I was asked why I can't route all outgoing mail through a server that
doesn't have any Internet-facing ports open. It would connect outward
to deliver mail and would of course have proper rDNS with MX records.

Obviously rfc1413/ident wouldn't work, which I don't see is a major
issue. I'm not sure what hosts that do callouts would do. Would they
do callouts to the MX hosts or would they try to talk back back to the
sending host? My reading of 39.31 in the Exim spec leads me to
understand that Exim will try to talk to the same IP that connected to
it, which would lead to breakage in this case. Is my understanding
correct?

- J<